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Practical Financial Optimizati

Practical Financial Optimizati

Paperback

Investing & Finance

ISBN10: 1405132019
ISBN13: 9781405132015
Publisher: John Wiley & Sons
Published: Feb 1 2008
Pages: 432
Weight: 1.85
Height: 0.88 Width: 7.50 Depth: 9.61
Language: English
Practical Financial Optimization is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship between theory and practice, providing the readers with solid foundational knowledge.
  • Focuses on classical static mean-variance analysis and portfolio immunization, scenario-based models, multi-period dynamic portfolio optimization, and the relationships between classes of models
  • Analyizes real world applications and implications for financial engineers
  • Includes a list of models and a section on notations that includes a glossary of symbols and abbreviations

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